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XAAG.DE vs. AGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

XAAG.DE vs. AGI - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) and Alamos Gold Inc. (AGI). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

XAAG.DE is traded in EUR, while AGI is traded in USD. To make them comparable, the AGI values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, XAAG.DE achieves a 15.53% return, which is significantly higher than AGI's -16.49% return.


XAAG.DE

1D
0.87%
1M
-9.01%
YTD
15.53%
6M
18.58%
1Y
33.52%
3Y*
14.34%
5Y*
11.93%
10Y*

AGI

1D
3.29%
1M
-20.79%
YTD
-16.49%
6M
-19.94%
1Y
22.62%
3Y*
37.65%
5Y*
34.51%
10Y*
14.59%
*Multi-year figures are annualized to reflect compound growth (CAGR)

XAAG.DE vs. AGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
XAAG.DE
Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc
15.53%12.13%14.84%-14.76%23.37%39.77%-19.46%12.97%-5.11%-8.73%
AGI
Alamos Gold Inc.
-16.49%85.02%46.81%30.30%41.36%-4.34%34.65%72.23%-41.88%-7.38%

Correlation

The correlation between XAAG.DE and AGI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.19

Correlation (3Y)
Calculated over the trailing 3-year period

0.23

Correlation (5Y)
Calculated over the trailing 5-year period

0.24

Correlation (All Time)
Calculated using the full available price history since May 23, 2017

0.19

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Return for Risk

XAAG.DE vs. AGI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

XAAG.DE
XAAG.DE Risk / Return Rank: 5252
Overall Rank
XAAG.DE Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
XAAG.DE Sortino Ratio Rank: 4545
Sortino Ratio Rank
XAAG.DE Omega Ratio Rank: 4949
Omega Ratio Rank
XAAG.DE Calmar Ratio Rank: 6161
Calmar Ratio Rank
XAAG.DE Martin Ratio Rank: 5555
Martin Ratio Rank

AGI
AGI Risk / Return Rank: 5454
Overall Rank
AGI Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AGI Sortino Ratio Rank: 5353
Sortino Ratio Rank
AGI Omega Ratio Rank: 5252
Omega Ratio Rank
AGI Calmar Ratio Rank: 5454
Calmar Ratio Rank
AGI Martin Ratio Rank: 5757
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

XAAG.DE vs. AGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) and Alamos Gold Inc. (AGI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


XAAG.DEAGIDifference
Sharpe ratioReturn per unit of total volatility

+1.13

Sortino ratioReturn per unit of downside risk

+1.15

Omega ratioGain probability vs. loss probability

1.28

1.12

+0.17

Calmar ratioReturn relative to maximum drawdown

2.65

0.52

+2.13

Martin ratioReturn relative to average drawdown

8.50

1.49

+7.01

XAAG.DE vs. AGI - Sharpe Ratio Comparison

The current XAAG.DE Sharpe Ratio is 1.56, which is higher than the AGI Sharpe Ratio of 0.44. The chart below compares the historical Sharpe Ratios of XAAG.DE and AGI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

XAAG.DE vs. AGI - Drawdown Comparison

The maximum XAAG.DE drawdown since its inception was -33.83%, smaller than the maximum AGI drawdown of -85.56%. Use the drawdown chart below to compare losses from any high point for XAAG.DE and AGI.


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Drawdown Indicators


XAAG.DEAGIDifference

Max Drawdown

Largest peak-to-trough decline

-33.83%

-85.56%

+51.73%

Max Drawdown (1Y)

Largest decline over 1 year

-12.58%

-43.90%

+31.32%

Max Drawdown (3Y)

Largest decline over 3 years

-16.26%

-43.90%

+27.64%

Max Drawdown (5Y)

Largest decline over 5 years

-33.83%

-43.90%

+10.07%

Max Drawdown (10Y)

Largest decline over 10 years

-71.76%

Current Drawdown

Current decline from peak

-11.83%

-42.05%

+30.22%

Average Drawdown

Average peak-to-trough decline

-14.94%

-36.44%

+21.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.93%

15.23%

-11.30%

Volatility

XAAG.DE vs. AGI - Volatility Comparison

The current volatility for Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc (XAAG.DE) is 4.38%, while Alamos Gold Inc. (AGI) has a volatility of 20.35%. This indicates that XAAG.DE experiences smaller price fluctuations and is considered to be less risky than AGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


XAAG.DEAGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.38%

20.35%

-15.97%

Volatility (6M)

Calculated over the trailing 6-month period

19.02%

43.46%

-24.44%

Volatility (1Y)

Calculated over the trailing 1-year period

21.35%

51.91%

-30.56%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.38%

39.62%

-19.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.55%

47.02%

-27.47%

Dividends

XAAG.DE vs. AGI - Dividend Comparison

XAAG.DE has not paid dividends to shareholders, while AGI's dividend yield for the trailing twelve months is around 0.42%.


PositionTTM20252024202320222021202020192018201720162015
AGI
Alamos Gold Inc.
0.42%0.26%0.54%0.74%0.99%1.30%0.74%0.66%0.56%0.31%0.29%1.22%
XAAG.DE
Invesco Bloomberg Commodity ex-Agriculture UCITS ETF Acc
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


XAAG.DE and AGI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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